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PREFACE
INTRODUCTION
ELEMENTS OF PROBABILITY Probability and Probability Distribution Vector Random Variable and Independence Expectation and Conditional Distribution Convergence and Central Limit Theorems
STATISTICAL INFERENCE Sufficient Statistics Unbiased Estimators Efficient Estimators Asymptotically Efficient Estimators
VARIOUS STATISTICAL METHODS Interval Estimation Most Powerful Test Various Tests Discriminant Analysis
STOCHASTIC PROCESSES Elements of Stochastic Processes Spectral Analysis Ergodicity, Mixing, and Martingale Limit Theorems for Stochastic Processes Exercise
TIME SERIES ANALYSIS Time Series Model Estimation of Time Series Models Model Selection Problems Nonparametric Estimation Prediction of Time Series Regression for Time Series Long Memory Processes Local Whittle Likelihood Approach Nonstationary Processes Semiparametric Estimation Discriminant Analysis for Time Series
INTRODUCTION TO STATISTICAL FINANCIAL ENGINEERING Option Pricing Theory Higher Order Asymptotic Option Valuation for Non-Gaussian Dependent Returns Estimation of Portfolio Value-at-Risk (VaR) Problems
TERM STRUCTURE Spot Rates and Discount Bonds Estimation Procedures for Term Structure
CREDIT RATING Parametric Clustering for Financial Time Series Nonparametric Clustering for Financial Time Series Credit Rating Based on Financial Time Series
APPENDIX REFERENCES INDEX
| Price | Condition | Delivery | Seller | Action |
| $111.31 | Digital |
| WonderClub |
Mark Wojtkielewicz
reviewed Optimal Statistical Inference in Financial Engineering on October 19, 2011
Optimal Statistical Inference in Financial Engineering
After approximately ONE MILLION YEARS I have finally finished reading this book! I read the first third over the period of like, a year and a half and then finished off the last two-thirds between yesterday and today. It's a fairly gripping read and does a great job conveying exactly how ludicrous the 24 hour business news cycle can be and considering journalist ethics with a very real meter of stock prices rising or dipping based on single reports. That being said, this book felt very distracting for much of it--namely that I could not even begin to keep straight the cast of so many anchors and CEOs or executives at each media company. I could get a sense of how big some of these personalities were but mostly this book felt like it tried to cram too much narrative and stories into poorly organized sections that were only vaguely chronological. Nonetheless, I'm glad I read this book as it gave me a better context for the late 1990s/early 2000s and some of the financial stuff that was going on with my parents.
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Add Optimal Statistical Inference in Financial Engineering, Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal St, Optimal Statistical Inference in Financial Engineering to the inventory that you are selling on WonderClubX
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Add Optimal Statistical Inference in Financial Engineering, Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal St, Optimal Statistical Inference in Financial Engineering to your collection on WonderClub |
